SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:29 AM IST
| SENSEX 15APR2025 75700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 23.83
Theta: -36.73
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73891.11 | 144.4 | -189.9 | 17.43 | 18,573 | 2,000 | 2,500 | |||
| 8 Apr | 74227.08 | 321.6 | 69.45 | 19.84 | 4,081 | 328 | 500 | |||
| 7 Apr | 73137.90 | 252 | -177.55 | 23.68 | 849 | -94 | 172 | |||
| 4 Apr | 75364.69 | 459.1 | -696.2 | 9.79 | 946 | 265 | 266 | |||
| 3 Apr | 76295.36 | 1331.3 | 278.2 | 0.00 | 0 | 0 | 1 | |||
| 2 Apr | 76617.44 | 1331.3 | 278.2 | 9.51 | 4 | 1 | 1 | |||
| 1 Apr | 76024.51 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 77414.92 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 26 Mar | 77288.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 76905.51 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 75700 expiring on 15APR2025
Delta for 75700 CE is 0.16
Historical price for 75700 CE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 144.4, which was -189.9 lower than the previous day. The implied volatity was 17.43, the open interest changed by 2000 which increased total open position to 2500
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 321.6, which was 69.45 higher than the previous day. The implied volatity was 19.84, the open interest changed by 328 which increased total open position to 500
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 252, which was -177.55 lower than the previous day. The implied volatity was 23.68, the open interest changed by -94 which decreased total open position to 172
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 459.1, which was -696.2 lower than the previous day. The implied volatity was 9.79, the open interest changed by 265 which increased total open position to 266
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1331.3, which was 278.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1331.3, which was 278.2 higher than the previous day. The implied volatity was 9.51, the open interest changed by 1 which increased total open position to 1
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SENSEX 15APR2025 75700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 29.58
Theta: -39.53
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73891.11 | 1984.05 | 362.2 | 23.33 | 156 | 95 | 142 |
| 8 Apr | 74227.08 | 1580.1 | -1188.7 | 17.71 | 83 | 12 | 47 |
| 7 Apr | 73137.90 | 1812.05 | 1121.3 | - | 182 | -158 | 35 |
| 4 Apr | 75364.69 | 650 | 282.7 | 11.39 | 749 | 102 | 193 |
| 3 Apr | 76295.36 | 386.3 | 61.5 | 13.34 | 181 | 13 | 91 |
| 2 Apr | 76617.44 | 321.95 | -115.95 | 13.54 | 117 | 68 | 78 |
| 1 Apr | 76024.51 | 429.4 | 202.5 | 11.73 | 31 | 10 | 10 |
| 28 Mar | 77414.92 | 1112 | -900.9 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 1112 | -900.9 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 1112 | -900.9 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 1112 | -900.9 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 1112 | -900.9 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 1112 | -900.9 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 75700 expiring on 15APR2025
Delta for 75700 PE is -0.77
Historical price for 75700 PE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 1984.05, which was 362.2 higher than the previous day. The implied volatity was 23.33, the open interest changed by 95 which increased total open position to 142
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1580.1, which was -1188.7 lower than the previous day. The implied volatity was 17.71, the open interest changed by 12 which increased total open position to 47
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1812.05, which was 1121.3 higher than the previous day. The implied volatity was -, the open interest changed by -158 which decreased total open position to 35
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 650, which was 282.7 higher than the previous day. The implied volatity was 11.39, the open interest changed by 102 which increased total open position to 193
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 386.3, which was 61.5 higher than the previous day. The implied volatity was 13.34, the open interest changed by 13 which increased total open position to 91
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 321.95, which was -115.95 lower than the previous day. The implied volatity was 13.54, the open interest changed by 68 which increased total open position to 78
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 429.4, which was 202.5 higher than the previous day. The implied volatity was 11.73, the open interest changed by 10 which increased total open position to 10
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 1112, which was -900.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 1112, which was -900.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 1112, which was -900.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 1112, which was -900.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 1112, which was -900.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 1112, which was -900.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
